-63.5%
BAX vs OUST
-68.5%
+5.1%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -9.0% | +5.8% | -3.0% |
| 7D | +9.1% | -5.0% | +14.2% | +9.3% |
| 30D | +5.3% | -32.0% | +37.3% | +6.2% |
| 3M | -6.1% | -32.4% | +26.2% | -5.4% |
| 6M | +53.3% | +6.7% | +46.6% | +51.0% |
| YTD | +34.4% | +41.0% | -6.6% | +30.8% |
| 1Y | +43.2% | +18.0% | +25.2% | +39.9% |
| 3Y | -20.1% | +560.6% | -580.7% | -27.5% |
| 5Y | -63.7% | -55.1% | -8.6% | -67.3% |
| All | -63.5% | -68.5% | +5.1% | -66.5% |
Cumulative growth
Daily Returns
Daily percentage return beside OUST.
Daily Out/Under-Performance
Portfolio return minus OUST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OUST return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded OUST wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling